IMSL C# Numerical Library

Covariances.Compute Method 

Computes the matrix.

public double[,] Compute(
   MatrixType matrixType
);

Parameters

matrixType
A Covariances.MatrixType indicating the type of matrix to compute.

Return Value

A double matrix containing computed result.

Exceptions

Exception Type Condition
TooManyObsDeletedException is thrown if more observations have been deleted than were originally entered

i.e. the sum of frequencies has become negative

MoreObsDelThanEnteredException is thrown if more observations are being deleted from "variance-covariance" matrix than were originally entered.

The corresponding row,column of the incidence matrix is less than zero.

DiffObsDeletedException is thrown if different observations are being deleted than were originally entered

See Also

Covariances Class | Imsl.Stat Namespace